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~isPartOf:"Global business & economics review"
~language:"eng"
~person:"Stavroyiannis, Stavros"
~subject:"Schätztheorie"
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Schätztheorie
ARCH model
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Time series analysis
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Stavroyiannis, Stavros
Bugden, James
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Fraser, Iain M.
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Racine, Jeffrey
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Solibakke, Per Bjarte
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Tesfay, Yohannes Yebabe
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Global business & economics review
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On the devolatised returns and dynamic conditional correlations GARCH modelling in selected European indices
Stavroyiannis, Stavros
;
Zarangas, Leonidas P.
- In:
Global business & economics review
17
(
2015
)
3
,
pp. 256-267
Persistent link: https://www.econbiz.de/10011498510
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2
On the generalised Pearson distribution for application in financial time series modelling
Stavroyiannis, Stavros
- In:
Global business & economics review
16
(
2014
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010495081
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